Title of article :
Multi-precision Laplace transform inversion
Author/Authors :
J. Abate، نويسنده , , P. P. Valko، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2004
Abstract :
For the numerical inversion of Laplace transforms we suggest to use multi-precision computing with
the level of precision determined by the algorithm. We present two such procedures. The Gaver–
Wynn–Rho (GWR) algorithm is based on a special sequence acceleration of the Gaver functionals
and requires the evaluation of the transform only on the real line. The fixed Talbot (FT) method is
based on the deformation of the contour of the Bromwich inversion integral and requires complex
arithmetic. Both GWR and FT have only one free parameter: M, which is the number of terms in
the summation. Both algorithms provide increasing accuracy as M increases and can be realized in
a few lines using current Computer Algebra Systems
Keywords :
Laplace transform , Numerical inversion , multi-precision
Journal title :
International Journal for Numerical Methods in Engineering
Journal title :
International Journal for Numerical Methods in Engineering